相关论文: Phase transition in the Kolkata Paise Restaurant p…

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

We study the problem of approximate ranking from observations of pairwise interactions. The goal is to estimate the underlying ranks of $n$ objects from data through interactions of comparison or collaboration. Under a general framework of…

We consider an M/M/N/K/FCFS system (N>0, K>=N), where the servers operate at (possibly) heterogeneous service rates. In this situation, the steady state behavior depends on the routing policy that is used to select which idle server serves…

We introduce an Indian-buffet-type model for multi-factorial innovation in which each arriving agent may exhibit both previously observed and new features. The number of new features follows a power-law behavior, while the probability of…

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Restless and collapsing bandits are often used to model budget-constrained resource allocation in settings where arms have action-dependent transition probabilities, such as the allocation of health interventions among patients. However,…

We develop a game theoretical model of $N$ heterogeneous interacting agents called the intelligent minority game. The ``intelligent'' agents play the basic minority game and depending on their performances, generate new strategies using the…

An asymmetric exclusion process type process, where cars move forward along a closed road that starts and terminates at a parking garage, displays dynamic phase transitions into two types of condensate phases where the garage becomes…

Recent years have seen a surge of artificial currency-based mechanisms in contexts where monetary instruments are deemed unfair or inappropriate, e.g., in allocating food donations to food banks, course seats to students, and, more…

Algorithmic decision-making in high-stakes domains often involves assigning decisions to agents with incentives to strategically modify their input to the algorithm. In addition to dealing with incentives, in many domains of interest (e.g.…

We study Proportional Response Dynamics (PRD) in linear Fisher markets where participants act asynchronously. We model this scenario as a sequential process in which in every step, an adversary selects a subset of the players that will…

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…

In the second part of this two-part paper, we extend the study of dynamic caching via state transition field (STF) to the case of time-varying content popularity. The objective of this part is to investigate the impact of time-varying…

The Pitman-Yor, or Chinese Restaurant Process, is a stochastic process that generates distributions following a power-law with exponents lower than two, as found in a numerous physical, biological, technological and social systems. We…

In this work, we propose a simple stochastic agent-based model to describe the revenue dynamics of a nightclub venue based on the relationship between profit and spatial occupation. The system consists of an underlying square lattice…

We consider one-way vehicle sharing systems where customers can rent a car at one station and drop it off at another. The problem we address is to optimize the distribution of cars, and quality of service, by pricing rentals appropriately.…

In the best choice problem with random arrivals, an unknown number $n$ of rankable items arrive at times sampled from the uniform distribution. As is well known, a real-time player can ensure stopping at the overall best item with…

We investigate a market with a normal-speed informed trader (IT) who may employ mixed strategy and multiple anticipatory high-frequency traders (HFTs) who are under different inventory pressures, in a three-period Kyle's model. The pure-…